Distributionally Robust Linear and Discrete Optimization with Marginals

<jats:p> In optimization problems, decisions are often made in the face of uncertainty that might arise in the form of random costs or benefits. In “Distributionally Robust Linear and Discrete Optimization with Marginals,” Louis Chen, Will Ma, Karthik Natarajan, David Simchi-Levi, and Zhenzhen...

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Bibliographic Details
Main Authors: Chen, Louis, Ma, Will, Natarajan, Karthik, Simchi-Levi, David, Yan, Zhenzhen
Other Authors: Massachusetts Institute of Technology. Department of Civil and Environmental Engineering
Format: Article
Language:English
Published: Institute for Operations Research and the Management Sciences (INFORMS) 2023
Online Access:https://hdl.handle.net/1721.1/148651